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4 papers · 2 filters
A stochastic epidemiological model and a deterministic limit for BitTorrent-like peer-to-peer file-sharing networks
George Kesidis, Takis Konstantopoulos, Perla Sousi
In this paper, we propose a stochastic model for a file-sharing peer-to-peer network which resembles the popular BitTorrent system: large files are split into chunks and a peer can…
On Sums of Conditionally Independent Subexponential Random Variables
Sergey Foss, Andrew Richards
The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump.…
On Upper Bounds for the Tail Distribution of Geometric Sums of Subexponential Random Variables
Andrew Richards
The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expre…
Stochastic expansions and Hopf algebras
Simon J. A. Malham, Anke Wiese
We study solutions to nonlinear stochastic differential systems driven by a multi-dimensional Wiener process. A useful algorithm for strongly simulating such stochastic systems is…